Nonlinear Econometric Modeling in Time Series presents the more recent literature on nonlinear time series. Specific topics covered with respect to nonlinearity include cointegration tests, risk-related asymmetries, structural breaks and outliers, Bayesian analysis with a threshold, consistency and asymptotic normality, asymptotic inference and error-correction models. With a world-class panel of contributors, this volume addresses topics with major applications for fields such as foreign-exchange markets and interest rate ...
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Nonlinear Econometric Modeling in Time Series presents the more recent literature on nonlinear time series. Specific topics covered with respect to nonlinearity include cointegration tests, risk-related asymmetries, structural breaks and outliers, Bayesian analysis with a threshold, consistency and asymptotic normality, asymptotic inference and error-correction models. With a world-class panel of contributors, this volume addresses topics with major applications for fields such as foreign-exchange markets and interest rate analysis. Eleventh in this series of international symposia, this volume is also part of the European Conference Series in Quantitative Economics and Econometrics (EC)2.
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Add this copy of Nonlinear Econometric Modeling in Time Series: to cart. $15.14, very good condition, Sold by Midtown Scholar Bookstore rated 5.0 out of 5 stars, ships from Harrisburg, PA, UNITED STATES, published 2000 by Cambridge University Press.
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New. Trade paperback (US). Contains: Line drawings, Tables. International Symposia in Economic Theory and Econometrics . 16 b/w illus. 27 tables. Intended for professional and scholarly audience.
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New. Trade paperback (US). Contains: Line drawings, Tables. International Symposia in Economic Theory and Econometrics . 16 b/w illus. 27 tables. Intended for professional and scholarly audience.
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New. Trade paperback (US). Contains: Line drawings, Tables. International Symposia in Economic Theory and Econometrics . 16 b/w illus. 27 tables. Intended for professional and scholarly audience.
